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Adding new Coarse performance benchmarks

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- Adding stateless and stateful coarse universe selection benchmarks.
Will be used to benchmark future performance improvement.
This commit is contained in:
Martin Molinero
2019-04-18 11:16:12 -03:00
parent aeb90f988a
commit b5c216f7f3
8 changed files with 295 additions and 14 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
+2
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@@ -55,6 +55,8 @@
<Content Include="Alphas\VIXDualThrustAlpha.py" />
<Content Include="BasicSetAccountCurrencyAlgorithm.py" />
<None Include="CapmAlphaRankingFrameworkAlgorithm.py" />
<Content Include="Benchmarks\StatefulCoarseUniverseSelectionBenchmark.py" />
<Content Include="Benchmarks\StatelessCoarseUniverseSelectionBenchmark.py" />
<Content Include="G10CurrencySelectionModelFrameworkAlgorithm.py" />
<Content Include="ExpiryHelperAlphaModelFrameworkAlgorithm.py" />
<Content Include="BasicTemplateFuturesFrameworkAlgorithm.py" />